It can be changed for quite limited time. If you want to play the region-locked DVD, you can just need to download a piece of region free player software without changing the region code constantly. In this way, you don't need to change the region code to play DVDs.

Easiest way is to put in a region DVD you want to switch to, and DVD Player will prompt you to change. Don't worry it will warn you that you have x number of changes before it becomes permanent.